AM DXing (medium-wave long-distance reception) is an enjoyable hobby that does not require a large initial investment. In fact, a basic AM radio is all you need to get started.
The best time to tune in distant AM stations is between around sunset and sunrise at your location. This is because atmospheric conditions change at night such that AM broadcast signals bounce off the ionosphere and come back down to other areas on the ground, rather than continue into space. Depending on your location, atmospheric conditions, and the station's transmitting power, you can sometimes hear stations that are hundreds or thousands of miles away. The fall and winter months are usually best for receiving distant AM signals.
If you want to receive the signal from a particular distant station (and if you are not using an external AM antenna), position the radio so that the built-in antenna is perpendicular to the location of the station (generally, this means placing the radio either directly toward or away from the source). This will maximize the antenna's ability to receive the signal while helping to null unwanted signals on adjacent frequencies.
Some radios, such as the CCRadio Plus and GE Superadio III, are designed specifically for AM DXing. These radios feature large built-in antennas and internal circuitry optimized for receiving distant signals. They also include AM antenna terminals for connection to an external AM antenna.